Global Convergence of Trust-Region SQP-Filter Algorithms for General Nonlinear Programming (1999)
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BibTeX
@MISC{Fletcher99globalconvergence,
author = {Roger Fletcher and Nicholas I.M. Gould and Sven Leyffer and Philippe L. Toint},
title = {Global Convergence of Trust-Region SQP-Filter Algorithms for General Nonlinear Programming},
year = {1999}
}
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Abstract
Global convergence to first-order critical points is proved for two trust-region SQP-filter algorithms of the type introduced by Fletcher and Leyffer (1997). The algorithms allow for an approximate solution of the quadratic subproblem and incorporate the safeguarding tests described in Fletcher, Leyffer and Toint (1998). The first algorithm decomposes the step into its normal and tangential components, while the second replaces this decomposition by a stronger condition on the associated model decrease. 1 Department of Mathematics, University of Dundee, Dundee, DD1 4HN, Scotland, EU. Email : fletcher@mcs.dundee.ac.uk, sleyffer@mcs.dundee.ac.uk 2 Current reports available from "http://www.mcs.dundee.ac.uk:8080/~dfg/Narep.html". 3 Computational Science and Engineering Department, Rutherford Appleton Laboratory, Chilton, Oxfordshire, OX11 0QX, England, EU. Email : n.gould@rl.ac.uk 4 Current reports available from "http://www.numerical.rl.ac.uk/reports/reports.html". 5 Department ...
